//+------------------------------------------------------------------+ //| Triple_EMA.mq4 | //| Copyright © 2010, Kris | //| | //+------------------------------------------------------------------+ #property copyright "Copyright © 2010, Kris" #property link "" #include //external variables extern double Lots = 0.1; extern double EquityPercent = 5; extern double MaxLots = 400; extern double StopLoss = 50; //global variables double UsePoint; datetime CurrentTimeStamp; //Store the time stamp of the current bar (CheckOncePerBar) int MagicNumber; //Magic EA identifier. Allows for several co-existing EAs with different input values string ExpertName; int Slippage = 4; double lotMM; int TakeProfit = 8; int CurrHour, CurrMin; int EAOpenTrades; double EMA1001, EMA1002, EMA201, EMA202, EMA51, EMA52; double MACD1, MACD2, MACD3; //+------------------------------------------------------------------+ //| expert initialization function | //+------------------------------------------------------------------+ int init() { //---- UsePoint = PipPoint(Symbol()); //PipPoint function from Initialization_Process.mqh CurrentTimeStamp = Time[0]; //CheckOncePerBar - set the variable in the init() function in order to //delay the trade condition check until the opening of the next bar. MagicNumber=21345589144; ExpertName="Triple_EMA EA for " + Symbol(); //---- return(0); } //+------------------------------------------------------------------+ //| Point function returns the point value that is equal to one | //| pip. From Andrew R. Young's book | //+------------------------------------------------------------------+ double PipPoint(string Currency) /* This function is for use with brokers that supply fractional pip price quotes, with 3 decimal places for Yen pairs and 5 decimal places for all other pairs. This function returns the point value that is equal to one pip. From Andrew R. Young's book*/ { int CalcDigits = MarketInfo(Currency,MODE_DIGITS); if(CalcDigits == 2 || CalcDigits == 3) double CalcPoint = 0.01; else if (CalcDigits == 4 || CalcDigits == 5) CalcPoint = 0.0001; return(CalcPoint); } //+------------------------------------------------------------------+ //| expert deinitialization function | //+------------------------------------------------------------------+ int deinit() { //---- //---- return(0); } //+------------------------------------------------------------------+ //| expert start function | //+------------------------------------------------------------------+ int start() { //---- HandleOpenPositions(); //Check for new bar bool NewBar = false; if(CurrentTimeStamp != Time[0]) { CurrentTimeStamp = Time[0]; NewBar = true; } else NewBar = false; if(NewBar == true) { CurrHour = Hour(); CurrMin = Minute(); EAOpenTrades = EAOpenPositions(); if(EAOpenTrades == 1) { TrailEMAProfit(); } if(EAOpenTrades == 0) { if((CurrHour > 8 && CurrHour < 21) || (CurrHour == 8 && CurrMin > 29)) { GetEMAValues(); GetMACDValues(); //OK to trade...validate buy or sell trade if(CheckEntryConditionBUY()) { OpenBuyOrder(); OpenBuyOrder(); } if(CheckEntryConditionSELL()) { OpenSellOrder(); OpenSellOrder(); } } } } //---- return(0); } //+------------------------------------------------------------------+ //| Handle Open Positions | //| Check if any open positions need to be closed or modified | //+------------------------------------------------------------------+ int HandleOpenPositions() { int cnt; int OpenPos = EAOpenPositions(); int OrderNo = 0; //---- for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if(OrderSymbol()!=Symbol()) continue; if(OrderMagicNumber()!=MagicNumber) continue; if(OrderType()==OP_BUY) { //^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ OrderNo++; double OpenPrice = OrderOpenPrice(); double OrderTP = OrderTakeProfit(); if(OrderCloseTime() == 0 && OrderTP == 0.0) { //begin monitor TP double BuyTakeProfit = BuyMarketTakeProfit(Symbol(), TakeProfit, OpenPrice); RefreshRates(); double CurrentBid = Bid; if(CurrentBid > BuyTakeProfit) { if(OrderNo == 1 && OrderStopLoss() == 0.0) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close1"); double BTStopLoss = 0; } if(OrderNo == 2 && OrderStopLoss() == 0.0) { double SendSL = OpenPrice + (2 * UsePoint); bool Modify = OrderModify(OrderTicket(),OrderOpenPrice(),SendSL,OrderTakeProfit(),0,Blue); //Error Handling if(Modify == false) { int ErrorCode = GetLastError(); string ErrDesc = ErrorDescription(ErrorCode); string ErrAlert = StringConcatenate(ExpertName, ": Modify Single Order - Error ", ErrorCode,": ",ErrDesc,", ",OrderTicket()); Alert(ErrAlert); string ErrLog = StringConcatenate(ExpertName, ": Ticket: ",OrderTicket(), "Order Type: ",OrderType()," Bid: ", MarketInfo(OrderSymbol(),MODE_BID)," Ask: ", MarketInfo(OrderSymbol(),MODE_ASK)," New SL: ",SendSL); Print(ErrLog); } } } //end monitor TP //begin monitor SL if(OrderStopLoss() == 0) { BTStopLoss = CalcBuySL(Symbol(), OpenPrice); } RefreshRates(); CurrentBid = Bid; if(CurrentBid < BTStopLoss) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close2"); BTStopLoss = 0; } //end monitor SL } //^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ } if(OrderType()==OP_SELL) { //^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ OrderNo++; OpenPrice = OrderOpenPrice(); OrderTP = OrderTakeProfit(); if(OrderCloseTime() == 0 && OrderTP == 0.0) { //begin monitor TP double SellTakeProfit = SellMarketTakeProfit(Symbol(), TakeProfit, OpenPrice); RefreshRates(); double CurrentAsk = Ask; if(CurrentAsk < SellTakeProfit) { if(OrderNo == 1 && OrderStopLoss() == 0.0) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close3"); double STStopLoss = 0; } if(OrderNo == 2 && OrderStopLoss() == 0.0) { SendSL = OpenPrice - (2 * UsePoint); Modify = OrderModify(OrderTicket(),OrderOpenPrice(),SendSL,OrderTakeProfit(),0,Blue); //Error Handling if(Modify == false) { ErrorCode = GetLastError(); ErrDesc = ErrorDescription(ErrorCode); ErrAlert = StringConcatenate(ExpertName, ": Modify Single Order - Error ", ErrorCode,": ",ErrDesc,", ",OrderTicket()); Alert(ErrAlert); ErrLog = StringConcatenate(ExpertName, ": Ticket: ",OrderTicket(), "Order Type: ",OrderType()," Bid: ", MarketInfo(OrderSymbol(),MODE_BID)," Ask: ", MarketInfo(OrderSymbol(),MODE_ASK)," New SL: ",SendSL); Print(ErrLog); } } } //end monitor TP //begin monitor SL if(OrderStopLoss() == 0) { STStopLoss = CalcSellSL(Symbol(), OpenPrice); } RefreshRates(); CurrentAsk = Ask; CurrentBid = Bid; if(CurrentAsk > STStopLoss && OrderStopLoss() == 0) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close4"); STStopLoss = 0; } //end monitor SL } //^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^^ } } } //+------------------------------------------------------------------+ //| Trail EMA Profit | //| In addition to HandleOpenPositions function, this function | //| monitors the profit on the second trade and closes when price | //| crosses EMA5 against trade. | //+------------------------------------------------------------------+ void TrailEMAProfit() { int cnt; for(cnt=OrdersTotal()-1;cnt>=0;cnt--) { OrderSelect (cnt, SELECT_BY_POS, MODE_TRADES); if(OrderSymbol()!=Symbol()) continue; if(OrderMagicNumber()!=MagicNumber) continue; double PrevClose = iClose(NULL, 0, 1); double PrevEMA5 = iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,1); if(OrderType()==OP_BUY) { if(PrevClose < PrevEMA5 || (PrevClose - OrderOpenPrice()) / UsePoint > 100) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close5"); } } if(OrderType()==OP_SELL) { if(PrevClose > PrevEMA5 || (OrderOpenPrice() - PrevClose) / UsePoint > 100) { CloseSingleMarketOrder(OrderSymbol(),OrderTicket(),OrderLots(),OrderType()); //Print("Close6"); } } } } //+------------------------------------------------------------------+ //| Get values for various EMAs | //+------------------------------------------------------------------+ double GetEMAValues() { EMA1001 = iMA(NULL,0,100,0,MODE_EMA,PRICE_CLOSE,1); EMA1002 = iMA(NULL,0,100,0,MODE_EMA,PRICE_CLOSE,2); EMA201 = iMA(NULL,0,20,0,MODE_EMA,PRICE_CLOSE,1); EMA202 = iMA(NULL,0,20,0,MODE_EMA,PRICE_CLOSE,2); EMA51 = iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,1); EMA52 = iMA(NULL,0,5,0,MODE_EMA,PRICE_CLOSE,2); } //+------------------------------------------------------------------+ //| Get values for last 3 MACD bars | //+------------------------------------------------------------------+ double GetMACDValues() { MACD1 = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,1); MACD2 = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,2); MACD3 = iMACD(NULL,0,12,26,9,PRICE_CLOSE,MODE_MAIN,3); } //+------------------------------------------------------------------+ //| CheckEntryCondition | //| Check if rules are met for Buy trade - Cross trade | //+------------------------------------------------------------------+ bool CheckEntryConditionBUY() { double Close1; double Close2; double High1; double Low1; bool EMA5CrossEMA100 = false; bool MACD = false; bool Price = false; bool EMA5CrossEMA20 = false; bool BarSize = false; bool M30Doji = true; RefreshRates(); Close1 = Close[1]; Close2 = Close[2]; High1 = High[1]; Low1 = Low[1]; double CurrPrice = Bid; if(EMA52 < EMA1002 && EMA51 > EMA1001) EMA5CrossEMA100 = true; if(MACD1 > 0.0 || (MACD1 > MACD2 && MACD2 > MACD3)) MACD = true; if(CurrPrice > EMA1001) Price = true; if(EMA52 < EMA202 && EMA51 > EMA201) EMA5CrossEMA20 = true; bool ExtPrice = GetExtHigh(); double M15BarSize = (High1 - Low1) / UsePoint; if(M15BarSize < 60) BarSize = true; M30Doji = IsDoji(30,1); Print("BUY: Price: ",Price, ", 5Cross100: ",EMA5CrossEMA100, ", 5Cross20: ", EMA5CrossEMA20, ", MACD: ",MACD,", ExtPrice: ",ExtPrice,", BarSize: ",BarSize,", M30Doji: ",M30Doji); if(Price == true && EMA5CrossEMA100 == true && MACD == true && ExtPrice == false && BarSize == true && M30Doji == false) return(true); if(Price == true && EMA5CrossEMA20 == true && MACD == true && EMA51 > EMA1001 && ExtPrice == false && BarSize == true) return(true); return(false); } //+------------------------------------------------------------------+ //| CheckEntryCondition | //| Check if rules are met for Sell trade | //+------------------------------------------------------------------+ bool CheckEntryConditionSELL() { double Close1; double Close2; double High1; double Low1; bool EMA5CrossEMA100 = false; bool MACD = false; bool Price = false; bool EMA5CrossEMA20 = false; bool BarSize = false; bool M30Doji = true; RefreshRates(); Close1 = Close[1]; Close2 = Close[2]; High1 = High[1]; Low1 = Low[1]; double CurrPrice = Bid; if(EMA52 > EMA1002 && EMA51 < EMA1001) EMA5CrossEMA100 = true; if(MACD1 < 0.0 || (MACD1 < MACD2 && MACD2 < MACD3)) MACD = true; if(CurrPrice < EMA1001) Price = true; if(EMA52 > EMA202 && EMA51 < EMA201) EMA5CrossEMA20 = true; bool ExtPrice = GetExtLow(); double M15BarSize = (High1 - Low1) / UsePoint; if(M15BarSize < 60) BarSize = true; M30Doji = IsDoji(30,1); Print("SELL: Price: ",Price, ", 5Cross100: ",EMA5CrossEMA100, ", 5Cross20: ", EMA5CrossEMA20, ", MACD: ",MACD,", ExtPrice: ",ExtPrice,", BarSize: ",BarSize,", M30Doji: ",M30Doji); if(Price == true && EMA5CrossEMA100 == true && MACD == true && ExtPrice == false && BarSize == true && M30Doji == false) return(true); if(Price == true && EMA5CrossEMA20 == true && MACD == true && EMA51 < EMA1001 && ExtPrice == false && BarSize == true) return(true); return(false); } //+------------------------------------------------------------------+ //| Retrieve high from last 20 H1 bars and compare to last M15 high | //+------------------------------------------------------------------+ bool GetExtHigh() { double M15High; M15High = iHigh(NULL, 0, 1); double H1High[20]; for(int x = 0; x < 20; x++) { double GetHigh = iHigh(NULL, PERIOD_H1, x+ 1); H1High[x] = GetHigh; } int maxValueID = ArrayMaximum(H1High); double maxH1High = H1High[maxValueID]; if(M15High > maxH1High) return(true); return(false); } //+------------------------------------------------------------------+ //| Retrieve low from last 20 H1 bars and compare to last M15 low | //+------------------------------------------------------------------+ bool GetExtLow() { double M15Low1; double M15Low2; M15Low1 = iLow(NULL, 0, 1); M15Low2 = iLow(NULL, 0, 2); double H1Low[20]; for(int x = 0; x < 20; x++) { double GetLow = iLow(NULL, PERIOD_H1, x + 1); H1Low[x] = GetLow; } int minValueID = ArrayMinimum(H1Low); double minH1Low= H1Low[minValueID]; if(M15Low1 < M15Low2 && M15Low1 < minH1Low) return(true); return(false); } //+------------------------------------------------------------------+ //| Calculate take profit for a buy market order | //+------------------------------------------------------------------+ double BuyMarketTakeProfit(string argSymbol, int argTakeProfit, double argOpenPrice) { if(argTakeProfit == 0) return(0); double BuyTakeProfit = argOpenPrice + (argTakeProfit * UsePoint); return(BuyTakeProfit); } //+------------------------------------------------------------------+ //| Calculate take profit for a sell market order | //+------------------------------------------------------------------+ double SellMarketTakeProfit(string argSymbol, int argTakeProfit, double argOpenPrice) { if(argTakeProfit == 0) return(0); double SellTakeProfit = argOpenPrice - (argTakeProfit * UsePoint); return(SellTakeProfit); } //+------------------------------------------------------------------+ //| OpenBuyOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenBuyOrder() { int err, ticket; color myColor = Green; RefreshRates(); double myPrice = Ask; double myTakeProfit = myPrice + TakeProfit * UsePoint; lotMM=GetLots(); while(IsTradeContextBusy()) Sleep(10); int Retries = 0; int MaxRetries = 5; while(ticket <= 0) { ticket=OrderSend(Symbol(),OP_BUY,lotMM,myPrice,Slippage,0,0,ExpertName, MagicNumber,0,myColor); if(Retries <= MaxRetries) Retries ++; else break; } string MyTxt; MyTxt = " for " + DoubleToStr(myPrice,4); if(ticket<=0) { err=GetLastError(); Print(ExpertName,": Error opening BUY order " + ": (" + err + ") " + ErrorDescription(err) + " /// " + MyTxt); return(0); } Print(ExpertName, ": OpenBuy" + MyTxt); } //+------------------------------------------------------------------+ //| OpenSellOrder | //| If Stop Loss or TakeProfit are used the values are calculated | //| for each trade | //+------------------------------------------------------------------+ void OpenSellOrder() { int err, ticket; color myColor = Green; double myPrice = Bid; double myTakeProfit = myPrice - TakeProfit * UsePoint; lotMM=GetLots(); while(IsTradeContextBusy()) Sleep(10); int Retries = 0; int MaxRetries = 5; while(ticket <= 0) { ticket=OrderSend(Symbol(),OP_SELL,lotMM,myPrice,Slippage,0,0,ExpertName, MagicNumber,0,myColor); if(Retries <= MaxRetries) Retries ++; else break; } string MyTxt; MyTxt = " for " + DoubleToStr(myPrice,4); if(ticket<=0) { err=GetLastError(); Print(ExpertName, ": Error opening Sell order " + ": (" + err + ") " + ErrorDescription(err) + " /// " + MyTxt); return(0); } Print(ExpertName, ": OpenSell" + MyTxt); } //+------------------------------------------------------------------+ //| CloseSingleMarketOrder - closes current market order | //+------------------------------------------------------------------+ void CloseSingleMarketOrder(string argSymbol,int argTicket, double argCloseLots, int argOrderType) { while(IsTradeContextBusy()) Sleep(10); RefreshRates(); if(argOrderType == 0) double ClosePrice = Bid; if(argOrderType == 1) ClosePrice = Ask; bool Closed = OrderClose(argTicket,argCloseLots,ClosePrice,0,Red); RefreshRates(); //Error Handling if(Closed == false) { int ErrorCode = GetLastError(); string ErrDesc = ErrorDescription(ErrorCode); string ErrAlert = StringConcatenate(ExpertName, ": Close Single Order - Error ", ErrorCode,": ",ErrDesc,", ",argTicket); Alert(ErrAlert); string ErrLog = StringConcatenate(ExpertName, ": Ticket: ",argTicket, "Order Type: ",argOrderType," Bid: ", MarketInfo(argSymbol,MODE_BID)," Ask: ", MarketInfo(argSymbol,MODE_ASK)," Price: ",ClosePrice); Print(ErrLog); } } //+------------------------------------------------------------------+ //| Function calculates stop loss for buy market order. | //+------------------------------------------------------------------+ double CalcBuySL(string argSymbol, double argTicketOpen) { double BuySL = argTicketOpen - (StopLoss * UsePoint); return(BuySL); } //+------------------------------------------------------------------+ //| Function calculates stop loss for sell market order. | //+------------------------------------------------------------------+ double CalcSellSL(string argSymbol, double argTicketOpen) { double SellSL = argTicketOpen + (StopLoss * UsePoint); return(SellSL); } //+------------------------------------------------------------------+ //| Get number of lots for this trade | //+------------------------------------------------------------------+ double GetLots() { double RiskAmount = AccountEquity() * (EquityPercent / 100); double TickValue = MarketInfo(Symbol(),MODE_TICKVALUE); if(Point == 0.001 || Point == 0.00001) TickValue *= 10; double LotSize = (RiskAmount / StopLoss) / TickValue; //Print("TickValue: ",TickValue," Risk: ",RiskAmount); //Print("R/SL/Tick: ",(RiskAmount / StopLoss) / TickValue); //Print("Lot Size: ",LotSize); //if(LotSize < 1.0) LotSize = 1.0; if(LotSize < MarketInfo(Symbol(),MODE_MINLOT)) { LotSize = MarketInfo(Symbol(),MODE_MINLOT); } else if(LotSize > MarketInfo(Symbol(),MODE_MAXLOT)) { LotSize = MarketInfo(Symbol(),MODE_MAXLOT); } else if(LotSize > MaxLots) { LotSize = MaxLots; } if(MarketInfo(Symbol(),MODE_LOTSTEP) == 0.1) { LotSize = NormalizeDouble(LotSize, 1); } else LotSize = NormalizeDouble(LotSize, 2); double lot = LotSize; //Print("LotSize: ",LotSize," LOTSTEP: ",MarketInfo(Symbol(),MODE_LOTSTEP)); return(lot); } //+------------------------------------------------------------------------+ //| counts the number of open positions | //+------------------------------------------------------------------------+ int EAOpenPositions( ) { int op =0; for(int i=OrdersTotal()-1;i>=0;i--) // scan all orders and positions... { OrderSelect(i, SELECT_BY_POS, MODE_TRADES); if(OrderSymbol()==Symbol() && OrderMagicNumber()==MagicNumber) { if(OrderType()==OP_BUY)op++; if(OrderType()==OP_SELL)op++; if(OrderType()==OP_BUYLIMIT)op++; if(OrderType()==OP_SELLLIMIT)op++; } } return(op); } //+------------------------------------------------------------------+ //| Determine if previous bar is a doji/hammer | //+------------------------------------------------------------------+ bool IsDoji(int argTimePeriod, int argShift) { double BarClose; double BarOpen; RefreshRates(); BarClose = iClose(NULL,argTimePeriod,argShift); BarOpen = iOpen(NULL,argTimePeriod,argShift); if(MathAbs(BarOpen-BarClose) * 10000 < 1.0) return(true); return(false); } //+------------------------------------------------------------------+